+0.4%
VSAT vs RVTY
+134.6%
-134.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -5.7% |
| 7D | +3.5% | -5.4% | +8.9% | +6.3% |
| 30D | -14.7% | +6.7% | -21.4% | -17.4% |
| 3M | +13.2% | +19.0% | -5.8% | +2.5% |
| 6M | +57.4% | +34.6% | +22.7% | +33.0% |
| YTD | +110.0% | +28.3% | +81.7% | +81.4% |
| 1Y | +134.4% | +46.0% | +88.4% | +90.5% |
| 3Y | +203.5% | +16.9% | +186.6% | +169.6% |
| 5Y | +47.1% | -32.9% | +80.1% | +60.2% |
| 10Y | +0.4% | +141.6% | -141.3% | -44.0% |
| All | +0.4% | +134.6% | -134.2% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling